+34.1%
COP vs TSCO
-2.3%
+36.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +4.4% | +0.3% | +4.1% | +4.4% |
| 30D | 0.0% | +11.3% | -11.4% | -0.8% |
| 3M | +15.0% | +1.5% | +13.6% | +14.9% |
| 6M | +22.0% | +24.0% | -2.0% | +19.6% |
| YTD | +55.3% | -25.7% | +81.0% | +60.8% |
| 1Y | +64.1% | -33.6% | +97.7% | +72.9% |
| 3Y | +34.1% | -1.5% | +35.6% | +35.0% |
| All | +34.1% | -2.3% | +36.4% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TSCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling